This is called asceticism and is considered a heresy in the Historic Christian Church. It's where a person practices extreme self denial for religious reasons. It also can be translated by a person who abstains from the normal pleasures of life or denies himself material satisfaction.
This is as old as the hills going back to the early Christian days, think monks, hermits, nuns etc.....and is very common especially in the CC. You may have heard of monks whipping themselves in ancient days...not sure but I think they still do. Or how they take vows of silence and pleasure for their entire lives. This is not pleasing to God but they believe it is. Instead of accepting the suffering of the one who died for them, they are being led to believe they have to suffer as well to earn their way into God's good graces.
Anyhow it was discouraged in the early church and was considered heresy. I think the Apostle Paul addressed this in one of his letters.